Preheat oven to 500 degrees F.
Combine red wine vinegar, olive oil, and bourbon. Massage mixture into the beef with your hands. Marinate the beef tenderloin in the refrigerator for 1 hour. Place marinated beef tenderloin in a roasting pan, place in oven and cook for 30 minutes (if you like rare beef, cook longer if you prefer your beef more well done). Let stand for about 1 hour. Place on serving platter and serve with fresh asparagus.